Functions of singular random matrices with applications

DOI10.1007/BF02595414zbMath1087.62061MaRDI QIDQ820211

José A. Díaz-García, Ramón Gutiérrez-Jáimez

Publication date: 6 April 2006

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02595414

zbMATH Keywords

Hausdorff measure; inverse singular distributions; inverse Wishart and pseudo-Wishart singular distributions; matrix-variate inverse beta and \(F\) distributions

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H99: Multivariate analysis

62F15: Bayesian inference

62H05: Characterization and structure theory for multivariate probability distributions; copulas

15A09: Theory of matrix inversion and generalized inverses

15B52: Random matrices (algebraic aspects)

Related Items

Matrix variate Birnbaum-Saunders distribution under elliptical models, Pseudo-inverse multivariate/matrix-variate distributions, A note about measures, Jacobians and Moore-Penrose inverse

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